In the old days there existed a "scribble" sample program to show you how to handle drawing with mouse interaction under MFC. It is still around, but you should focus on the principles of graphical interaction and not on extra technicalities.
Anyway, what you need to do is:
- design the scenario that allows the user to define and drag the polygon with the mouse (sequence of clicks and mouse movements);
- implement the drawing of the (partial) polygon and anchors; this is done in the Paint event handler, by means of the drawing functions (such as Graphics.DrawLine);
- use the MouseMove, MouseDown... event handlers to monitor the cursor positions as well as mouse button state; to "select" a vertex, you will need to compute the shortest distance between the cursor and all vertices.
That is essentially all you need. The Form Designer will help you create the required event handlers.
You can also get some inspiration here: http://www.vb-helper.com/howto_net_polygon_grab_handles.html